Search Results - Avesani, Renzo

A New Risk Indicator and Stress Testing Tool : A Multifactor Nth-to-Default CDS Basket / by Avesani, Renzo

Full Text (via IMF e-Library)

The Use of Mortgage Covered Bonds / by Avesani, Renzo

Full Text (via IMF e-Library)

FIRST : A Market-Based Approach to Evaluate Financial System Risk and Stability / by Avesani, Renzo

Full Text (via IMF e-Library)

Review and implementation of credit risk models of the financial sector assessment program (FSAP) / by Avesani, Renzo G.

Full Text (via ProQuest)

A new risk indicator and stress testing tool : a multifactor Nth-to-Default CDS basket / by Avesani, Renzo G., Garcia Pascual, Antonio, Li, Jing

Full Text (via ProQuest)

Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / by Liu, Kexue

Other Authors: “…Avesani, Renzo…”
Full Text (via IMF e-Library)